Author:
Tan Zhongquan,Hashorva Enkelejd,Peng Zuoxiang
Abstract
Let {Xn(t), t∈[0,∞)}, n∈ℕ, be standard stationary Gaussian processes. The limit distribution of t∈[0,T(n)]|Xn(t)| is established as rn(t), the correlation function of {Xn(t), t∈[0,∞)}, n∈ℕ, which satisfies the local and long-range strong dependence conditions, extending the results obtained in Seleznjev (1991).
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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